+349.3%
ZETA vs EXEL
+194.6%
+154.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | -0.1% | -0.3% | +0.3% | +0.1% |
| 30D | +10.5% | +10.1% | +0.3% | +6.8% |
| 3M | +44.3% | +10.1% | +34.2% | +39.5% |
| 6M | +59.4% | +37.7% | +21.8% | +41.0% |
| YTD | +49.5% | +33.1% | +16.4% | +33.3% |
| 1Y | +62.7% | +52.4% | +10.3% | +37.4% |
| 3Y | +274.6% | +163.8% | +110.8% | +150.8% |
| 5Y | +349.3% | +198.5% | +150.8% | +175.3% |
| All | +349.3% | +194.6% | +154.7% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling